Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-19 0.466544 0.518783 0.576696 0.646079 0.727503 0.820715 0.936500
2025-01-26 0.405799 0.471935 0.550062 0.650443 0.777898 0.937023 1.155166
2025-02-02 0.365199 0.439497 0.531699 0.656996 0.826869 1.055529 1.398502
2025-02-09 0.329500 0.407287 0.507661 0.650435 0.854957 1.148886 1.627377
2025-02-16 0.304605 0.385410 0.493335 0.653312 0.894484 1.263528 1.915547
2025-02-23 0.276580 0.356124 0.465167 0.632020 0.893888 1.315523 2.113680
2025-03-02 0.251223 0.328032 0.435560 0.604430 0.878508 1.339393 2.266621
2025-03-09 0.238418 0.316328 0.428063 0.608948 0.914475 1.456150 2.632874
2025-03-16 0.231877 0.312881 0.432074 0.631468 0.983416 1.645984 3.222280
2025-03-23 0.223178 0.305425 0.429101 0.641893 1.032243 1.807896 3.817978
2025-03-30 0.213835 0.296221 0.422456 0.645089 1.067819 1.950527 4.433247
2025-04-06 0.203781 0.285185 0.411906 0.640157 1.086691 2.061001 5.016211
2025-04-13 0.189906 0.267701 0.390180 0.614168 1.062022 2.071697 5.317261
2025-04-20 0.183375 0.261379 0.386344 0.620337 1.104550 2.255165 6.330908
2025-04-27 0.177608 0.255875 0.383389 0.627738 1.150969 2.462953 7.621121
2025-05-04 0.170161 0.247171 0.374284 0.622313 1.168054 2.597674 8.741905
2025-05-11 0.164696 0.241392 0.369810 0.625458 1.205405 2.802993 10.448378
2025-05-18 0.156132 0.229991 0.354653 0.605646 1.185056 2.828609 11.225240
2025-05-25 0.147272 0.217692 0.337212 0.579755 1.146544 2.788070 11.584034
2025-06-01 0.143431 0.213699 0.334488 0.584102 1.184281 3.010327 14.018243
2025-06-08 0.142182 0.214030 0.339604 0.605410 1.269439 3.432049 18.959092
2025-06-15 0.139444 0.211621 0.339446 0.615276 1.326205 3.778061 24.430347
2025-06-22 0.136000 0.207795 0.336353 0.618309 1.364698 4.071649 30.597808